There is little that is known about this mysterious man, and the Wiki only suggests speculation based upon his weapon choice.
It has been suggested that he is from Carim, as the Sniper Crossbow he uses originates from there, but this is only speculation.
There has been some more speculation made by others suggesting a title of Earldom, from the description of the Bite rings (Poison Bite, Curse Bite, and Bleed Rings) that he sells:
One of the infamous bite rings commissioned by Sir Arstor of Carim.
(However, in my opinion that speculation doesn't hold much water, simply due to a similar sounding name)
Now, one suggestion I came up with is that he might be from Bloodborne, or a similar setting. Highly unlikely, I know, but there are some points to be made:
- His attire - very Victorian-esque (particularly the coat and top-hat), which doesn't match anything else in the game, as well as the Guy Fawkes mask.
- His Dialog - "Hm…Oh, let me guess… Snatched by a shadowy limb, and dragged off to the past? [...] Yes, of course. Exactly what happened to me. We are both strangers in this strange land. But, at least now there are two of us."
Plus the fact that the developers of the Souls series like to bring icons from previous games into their new ones - particularly the Moonlight [Great]Sword and Patches (sources needed).
Very heavy speculation ahead -
In the Art Book for the original Dark Souls , Chester can be found, but as concept art. He was later added to the game in the DLC perhaps as some form of teaser....? Here is my inpsiration for this idea
So - to the question: Where is Marvelous Chester actually from??